+55.3%
BA vs JD
+45.5%
+9.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.0% | -0.9% | +1.5% |
| 7D | +5.9% | +9.0% | -3.1% | +4.0% |
| 30D | -8.2% | +5.2% | -13.4% | -9.2% |
| 3M | -25.4% | -15.9% | -9.5% | -22.8% |
| 6M | -20.0% | -7.7% | -12.3% | -19.1% |
| YTD | -18.5% | +0.1% | -18.5% | -19.1% |
| 1Y | -10.6% | -9.7% | -0.9% | -9.4% |
| 3Y | -9.3% | +12.9% | -22.1% | -16.3% |
| 5Y | -16.9% | -60.6% | +43.7% | -9.2% |
| 10Y | +37.9% | +28.4% | +9.5% | +8.7% |
| All | +55.3% | +45.5% | +9.8% | +19.9% |
Cumulative growth
Daily Returns
Daily percentage return beside JD.
Daily Out/Under-Performance
Portfolio return minus JD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded JD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling